Trading Metrics calculated at close of trading on 20-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2009 |
20-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
4,200.0 |
4,122.5 |
-77.5 |
-1.8% |
4,339.5 |
High |
4,279.0 |
4,143.0 |
-136.0 |
-3.2% |
4,345.5 |
Low |
4,160.0 |
3,973.0 |
-187.0 |
-4.5% |
3,973.0 |
Close |
4,216.5 |
4,049.5 |
-167.0 |
-4.0% |
4,049.5 |
Range |
119.0 |
170.0 |
51.0 |
42.9% |
372.5 |
ATR |
165.8 |
171.3 |
5.6 |
3.3% |
0.0 |
Volume |
158,061 |
214,679 |
56,618 |
35.8% |
748,175 |
|
Daily Pivots for day following 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,565.2 |
4,477.3 |
4,143.0 |
|
R3 |
4,395.2 |
4,307.3 |
4,096.3 |
|
R2 |
4,225.2 |
4,225.2 |
4,080.7 |
|
R1 |
4,137.3 |
4,137.3 |
4,065.1 |
4,096.3 |
PP |
4,055.2 |
4,055.2 |
4,055.2 |
4,034.6 |
S1 |
3,967.3 |
3,967.3 |
4,033.9 |
3,926.3 |
S2 |
3,885.2 |
3,885.2 |
4,018.3 |
|
S3 |
3,715.2 |
3,797.3 |
4,002.8 |
|
S4 |
3,545.2 |
3,627.3 |
3,956.0 |
|
|
Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,240.2 |
5,017.3 |
4,254.4 |
|
R3 |
4,867.7 |
4,644.8 |
4,151.9 |
|
R2 |
4,495.2 |
4,495.2 |
4,117.8 |
|
R1 |
4,272.3 |
4,272.3 |
4,083.6 |
4,197.5 |
PP |
4,122.7 |
4,122.7 |
4,122.7 |
4,085.3 |
S1 |
3,899.8 |
3,899.8 |
4,015.4 |
3,825.0 |
S2 |
3,750.2 |
3,750.2 |
3,981.2 |
|
S3 |
3,377.7 |
3,527.3 |
3,947.1 |
|
S4 |
3,005.2 |
3,154.8 |
3,844.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,513.5 |
3,973.0 |
540.5 |
13.3% |
137.8 |
3.4% |
14% |
False |
True |
180,458 |
10 |
4,694.0 |
3,973.0 |
721.0 |
17.8% |
141.6 |
3.5% |
11% |
False |
True |
175,603 |
20 |
4,694.0 |
3,973.0 |
721.0 |
17.8% |
155.0 |
3.8% |
11% |
False |
True |
171,521 |
40 |
5,138.5 |
3,973.0 |
1,165.5 |
28.8% |
154.3 |
3.8% |
7% |
False |
True |
145,172 |
60 |
5,138.5 |
3,973.0 |
1,165.5 |
28.8% |
176.4 |
4.4% |
7% |
False |
True |
99,741 |
80 |
5,385.0 |
3,973.0 |
1,412.0 |
34.9% |
206.2 |
5.1% |
5% |
False |
True |
75,116 |
100 |
6,318.5 |
3,973.0 |
2,345.5 |
57.9% |
226.9 |
5.6% |
3% |
False |
True |
60,254 |
120 |
6,706.5 |
3,973.0 |
2,733.5 |
67.5% |
213.9 |
5.3% |
3% |
False |
True |
50,646 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,865.5 |
2.618 |
4,588.1 |
1.618 |
4,418.1 |
1.000 |
4,313.0 |
0.618 |
4,248.1 |
HIGH |
4,143.0 |
0.618 |
4,078.1 |
0.500 |
4,058.0 |
0.382 |
4,037.9 |
LOW |
3,973.0 |
0.618 |
3,867.9 |
1.000 |
3,803.0 |
1.618 |
3,697.9 |
2.618 |
3,527.9 |
4.250 |
3,250.5 |
|
|
Fisher Pivots for day following 20-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
4,058.0 |
4,126.0 |
PP |
4,055.2 |
4,100.5 |
S1 |
4,052.3 |
4,075.0 |
|